Place the wine, garlic, pepper, and salt in 13-by-9-inch baking dish and whisk to combine. Add the steak pieces, turn to coat, cover, and refrigerate for 2 hours, turning once.To grill the topping and the steak:

Heat an outdoor grill to high (about 450°F to 550°F).

Meanwhile, prepare the skewers: Thread half of the mushrooms onto 1 skewer through the center of the cap and out through the stem. Repeat with the remaining mushrooms on a second skewer. Thread equal amounts of onion onto the remaining 2 skewers, leaving 1/4 inch in between the onion pieces. Brush the mushrooms and onions all over with vegetable oil. Then brush the mushrooms all over with a thin layer of Worcestershire sauce; set the mushroom skewers and the remaining Worcestershire sauce aside. Season the onion skewers with salt and pepper; set aside.

Rub the grill grates with a towel dipped in vegetable oil. Place the bacon flat on the grill, cover the grill, and cook, flipping halfway through, until the bacon is crisp, about 5 minutes total. Remove to a medium bowl to cool, then crumble and set aside.

Place the mushroom and onion skewers on the grill and cover the grill. Cook, brushing the mushrooms with the reserved Worcestershire sauce every 2 minutes and rotating all of the skewers until the mushrooms and onions have charred and are slightly softened, about 13 to 15 minutes total. (You may have some Worcestershire sauce left over.) Remove the skewers to a baking sheet or large dish, cover with foil, and set aside.

Remove the steak from the marinade and pat dry with paper towels; discard the marinade. Rub the grill grates again with oil. Place the steak on the grill, cover the grill, and cook until medium rare, flipping halfway through, about 5 to 6 minutes total. Remove to a cutting board and let rest while you finish the topping.

Remove the mushrooms and onions from the skewers. Cut the mushrooms into quarters and add to the bowl with the bacon. Coarsely chop the onions and add them to the bowl. Add the blue cheese and parsley and stir to combine. Taste and season with salt and pepper as needed.Slice the skirt steak and serve with the topping.